+1,901.9%
MSI vs URA
-51.6%
+1,953.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.3% |
| 7D | +4.7% | -4.1% | +8.8% | +5.4% |
| 30D | +14.8% | -19.0% | +33.8% | +19.0% |
| 3M | +8.8% | -25.1% | +33.9% | +14.1% |
| 6M | +19.3% | -44.5% | +63.8% | +31.8% |
| YTD | +35.3% | -24.3% | +59.6% | +38.8% |
| 1Y | +33.8% | -28.1% | +61.9% | +38.2% |
| 3Y | +74.4% | +40.7% | +33.8% | +50.0% |
| 5Y | +120.5% | +35.5% | +85.1% | +85.1% |
| 10Y | +685.2% | +281.2% | +404.0% | +382.6% |
| All | +1,901.9% | -51.6% | +1,953.5% | +1,635.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling